International Investment Banking Client
Office Status: Hybrid
Salary Range: $110,000-$220,000
Responsibilities:
- Deliver analysis and explain statistical models; these include, but are not limited to (VaR), (SVaR), Incremental Risk Charge (IRC), (RWA) and (EC)
- Analyze, explain, and specify stress test models by using data analysis and quantitative techniques
- Perform ad hoc “What-if” impact analysis on statistical models of new trades (e.g., VaR)
- Provide analytical support to Risk Managers to facilitate risk management / business decisions
- Contribute to methodological enhancements and quantitative impact analysis
- Identify and resolve data quality and inconsistency issues